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Hierarchical shrinkage #692

Merged
merged 4 commits into from
May 16, 2024
Merged

Hierarchical shrinkage #692

merged 4 commits into from
May 16, 2024

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mnwright
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Implements hierarchical shrinkage, as proposed by Agarwal et al. 2022. So far, it modifies the ranger object in-place.

Example usage, regression:

rf <- ranger(Sepal.Length ~ ., iris, node.stats = TRUE)
hshrink(rf, lambda = 5)

Probability:

rf <- ranger(Species ~ ., iris, num.trees = 1, node.stats = TRUE, probability = TRUE)
hshrink(rf, lambda = 5)

@mnwright mnwright merged commit e3047c6 into master May 16, 2024
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@mnwright mnwright deleted the hierarchical_shrinkage branch May 16, 2024 11:01
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